An Empirical Study of Implied Volatility in Taiwan Bond Options Market
碩士 === 國立政治大學 === 經營管理碩士學程 === 94 === According to the fact reports of OTC derivatives released by GraTai Securities Market (GTSM) in 2005, trading value of bond option was top of all interest rate derivatives and bond derivatives, though it was opened lately in July 2004. Due to the difficulty to g...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/00298929065110934381 |